+4.6%
OWL vs SMTC
+565.9%
-561.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.3% |
| 7D | -6.4% | +22.5% | -28.9% | -9.5% |
| 30D | -5.0% | +24.9% | -29.9% | -9.1% |
| 3M | +15.4% | +4.1% | +11.3% | +12.3% |
| 6M | +15.5% | +92.6% | -77.1% | -1.6% |
| YTD | -22.7% | +122.5% | -145.1% | -36.2% |
| 1Y | -34.1% | +166.2% | -200.3% | -48.0% |
| All | +4.6% | +565.9% | -561.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling